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A basic closed semialgebraic subset of Rn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb...
Persistent link: https://www.econbiz.de/10014501895
In this work, we give a tight estimate of the rate of convergence for the Halpern-iteration for approximating a fixed point of a nonexpansive mapping in a Hilbert space. Specifically, using semidefinite programming and duality we prove that the norm of the residuals is upper bounded by the...
Persistent link: https://www.econbiz.de/10014504510
In this paper we study the properties of the analytic central path of asemidefinite programming problem under perturbation of a set of inputparameters. Specifically, we analyze the behavior of solutions on the centralpath with respect to changes on the right hand side of the...
Persistent link: https://www.econbiz.de/10010324706
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10010325628
We study disclosure of information about the multidimensional state of the world when uninformed receivers' actions affect the sender's utility. Given a disclosure rule, the receivers form an expectation about the state following each message. Under the assumption that the sender's expected...
Persistent link: https://www.econbiz.de/10010332526
We introduce and study the class of semidefinite games, which generalizes bimatrix games and finite N -person games, by replacing the simplex of the mixed strategies for each player by a slice of the positive semidefinite cone in the space of real symmetric matrices. For semidefinite two-player...
Persistent link: https://www.econbiz.de/10015358427
Pareto efficiency for robust linear programs was introduced by Iancu and Trichakis in [Manage Sci 60(1):130–147, 9 ]. We generalize their approach and theoretical results to robust optimization problems in Euclidean spaces with affine uncertainty. Additionally, we demonstrate the value of this...
Persistent link: https://www.econbiz.de/10015323495